ECBOT 5 Year T-Note Future December 2021


Trading Metrics calculated at close of trading on 04-Aug-2021
Day Change Summary
Previous Current
03-Aug-2021 04-Aug-2021 Change Change % Previous Week
Open 124-102 124-085 -0-018 0.0% 124-005
High 124-115 124-168 0-052 0.1% 124-015
Low 124-058 124-012 -0-045 -0.1% 123-220
Close 124-090 124-040 -0-050 -0.1% 123-318
Range 0-058 0-155 0-098 169.6% 0-115
ATR
Volume 134 1,680 1,546 1,153.7% 26,986
Daily Pivots for day following 04-Aug-2021
Classic Woodie Camarilla DeMark
R4 125-218 125-124 124-125
R3 125-063 124-289 124-083
R2 124-228 124-228 124-068
R1 124-134 124-134 124-054 124-104
PP 124-073 124-073 124-073 124-058
S1 123-299 123-299 124-026 123-269
S2 123-238 123-238 124-012
S3 123-083 123-144 123-317
S4 122-248 122-309 123-275
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 124-316 124-272 124-061
R3 124-201 124-157 124-029
R2 124-086 124-086 124-019
R1 124-042 124-042 124-008 124-006
PP 123-291 123-291 123-291 123-273
S1 123-247 123-247 123-307 123-211
S2 123-176 123-176 123-296
S3 123-061 123-132 123-286
S4 122-266 123-017 123-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-168 123-248 0-240 0.6% 0-080 0.2% 47% True False 5,512
10 124-168 123-205 0-282 0.7% 0-074 0.2% 55% True False 2,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 126-186
2.618 125-253
1.618 125-098
1.000 125-002
0.618 124-263
HIGH 124-168
0.618 124-108
0.500 124-090
0.382 124-072
LOW 124-012
0.618 123-237
1.000 123-178
1.618 123-082
2.618 122-247
4.250 121-314
Fisher Pivots for day following 04-Aug-2021
Pivot 1 day 3 day
R1 124-090 124-090
PP 124-073 124-073
S1 124-057 124-057

These figures are updated between 7pm and 10pm EST after a trading day.

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